Hi, I have a question about SVAR modeling with the package vars. How does it handle the situation where the A (structural) matrix has a non-recursive structure in the SVAR model? In other words, what kind of algorithm does vars adopt to deal with the unidentifiable issue in a non-recursive model?
Thank you, Gang [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.